Question: Here are some data for a regular Treasury Note observed on January 15, 2020. The accrued interest on this note as of January 15, 2020

  1. Here are some data for a regular Treasury Note observed on January 15, 2020. The accrued interest on this note as of January 15, 2020 is approximately

Maturity

Coupon

Bid

Asked

Chg

Asked yield

2/15/2021

7.875

106.2120

106.2160

0.0020

1.618

    1. 6.56
    2. 7.22
    3. 0.66
    4. 3.28
    5. 1.31
  1. Continuing the previous question, if you sold this note to a dealer on January 15, 2020, then the amount you would receive (ignoring commissions) would be approximately
    1. 106.212 plus accrued interest
    2. 106.216 plus accrued interest
    3. 106.216 minus accrued interest
    4. 106.212 minus accrued interest
  2. If a 10-year, 100=par, zero-coupon bond trades for 58, its YTM, using semi-annual compounding, is
    1. 4.84%
    2. 4.92%
    3. 5.03%
    4. 5.31%
    5. 5.52%

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